-42.4%
HIMS vs ELAN
+41.2%
-83.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +1.6% | -5.5% | -4.3% |
| 30D | -12.4% | -6.6% | -5.9% | -10.8% |
| 3M | -1.1% | -0.8% | -0.2% | -1.8% |
| 6M | +68.4% | +0.2% | +68.2% | +65.1% |
| YTD | -14.7% | +8.3% | -22.9% | -17.5% |
| 1Y | -42.4% | +40.2% | -82.6% | -51.1% |
| All | -42.4% | +41.2% | -83.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling